A stunning holiday beef Wellington wrapped in flaky puff pastry is a high protein, show-stopping family celebration dish. This elegant classic combines tender beef with savory mushroom duxelles.
Pat the beef tenderloin dry with paper towels, season with 1 tsp kosher salt and 0.5 tsp black pepper. Heat 1 tbsp olive oil in a heavy pan over high heat, then sear the beef on all sides for 2–3 minutes per side until deeply browned. Transfer to a rack and let cool. Brush all over with Dijon mustard.
Finely chop the mushrooms and shallot. In a large skillet over medium-high heat, warm 1 tbsp olive oil and 2 tbsp butter. Add mushrooms and shallot, season with 0.5 tsp salt and 0.5 tsp pepper, and cook, stirring often, until the mixture is soft, golden, and all moisture has evaporated (about 12–15 minutes). Stir in fresh thyme; cool completely.
On a large piece of plastic wrap, lay the prosciutto slices, slightly overlapping, to form a rectangle large enough to wrap the beef. Spread the mushroom duxelles evenly over the prosciutto. Place the beef at one end and roll tightly into a log using the plastic wrap. Chill in the fridge for at least 30 minutes to firm up.
Roll out one puff pastry sheet on a lightly floured surface. Remove beef from plastic, then place atop the pastry. Fold the pastry over, seal the edges, and trim any excess. Place seam side down on a lined baking sheet. Cut decorative leaves from the second pastry if desired.
Brush the pastry all over with egg yolk. Chill in the fridge for another 20 minutes while you preheat the oven to 425°F (220°C). Bake in the center oven rack for 40–45 minutes, rotating halfway, until the pastry is deep golden and a thermometer in the thickest part reads 125°F (52°C) for medium rare. Rest 15 minutes before slicing and serving.